Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets
- Escot, L.
- Sandubete, J.E.
- Pietrych, Ł.
Aldizkaria:
Mathematics
ISSN: 2227-7390
Argitalpen urtea: 2023
Alea: 11
Zenbakia: 23
Mota: Artikulua